+147.4%
RTX vs JBL
+299.0%
-151.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +4.8% | +6.3% | -1.6% | +4.0% |
| 30D | +6.5% | -13.5% | +20.0% | +8.1% |
| 3M | -9.6% | -31.3% | +21.7% | -5.9% |
| 6M | +12.3% | -28.4% | +40.8% | +15.8% |
| YTD | +9.5% | +11.6% | -2.1% | +5.3% |
| 1Y | +15.8% | +26.1% | -10.3% | +9.4% |
| 3Y | +157.0% | +97.4% | +59.6% | +121.0% |
| All | +147.4% | +299.0% | -151.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling